+266.7%
SCHD vs HWM
+1,258.6%
-991.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | +2.7% | +7.3% | -4.6% | +1.0% |
| 30D | +7.1% | +1.6% | +5.6% | +6.3% |
| 3M | +5.7% | -21.9% | +27.6% | +11.2% |
| 6M | +15.6% | -19.0% | +34.6% | +20.1% |
| YTD | +34.9% | +7.9% | +27.0% | +29.6% |
| 1Y | +37.4% | +9.9% | +27.4% | +31.2% |
| 3Y | +74.5% | +342.1% | -267.6% | +12.5% |
| 5Y | +63.7% | +600.8% | -537.1% | -7.8% |
| 10Y | +259.1% | +1,493.8% | -1,234.7% | +62.3% |
| All | +266.7% | +1,258.6% | -991.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling